#Earnings Pretty straightforward… Very small moves on earnings. I’m selling options that are fairly close to the money, and yet still outside it’s 12-quarter earnings move range. Biggest UP move: 2.2%, Biggest DOWN move: -2.6%, Average move: 1.1% . These strikes are 2.9% OTM.
Sold to Open $HCA July 28th 83.5/88.5 strangles for 1.20.